Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators

@article{Hanebeck2020SmoothDF,
  title={Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators},
  author={Ariane Hanebeck and B. Klar},
  journal={arXiv: Statistics Theory},
  year={2020}
}
In this paper, we introduce a new smooth estimator for continuous distribution functions on the positive real half-line using Szasz-Mirakyan Operators. The approach is similar to the idea of the Bernstein estimator. We show that the proposed estimator outperforms the empirical distribution function in terms of asymptotic (integrated) mean-squared error, and generally compares favourably with other competitors in theoretical comparisons and in a simulation study. 
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